-19.3%
ISRG vs NTAP
+61.4%
-80.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -1.6% | -0.8% | -0.8% | -1.6% |
| 30D | -2.3% | -0.5% | -1.7% | -2.3% |
| 3M | -12.4% | +4.1% | -16.5% | -12.3% |
| 6M | -26.8% | +88.0% | -114.8% | -32.6% |
| YTD | -35.3% | +75.6% | -110.8% | -39.5% |
| 1Y | -19.3% | +58.9% | -78.2% | -23.7% |
| All | -19.3% | +61.4% | -80.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling